+146.7%
HUM vs FN
+890.7%
-744.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.2% | -0.8% |
| 7D | -0.2% | +5.8% | -6.0% | -0.7% |
| 30D | +3.7% | -20.6% | +24.4% | +5.3% |
| 3M | +10.4% | -28.6% | +39.0% | +12.6% |
| 6M | +125.7% | -20.7% | +146.4% | +126.1% |
| YTD | +57.3% | -8.1% | +65.5% | +54.4% |
| 1Y | +48.6% | +13.3% | +35.3% | +42.3% |
| 3Y | -11.3% | +175.7% | -187.0% | -26.4% |
| 5Y | +0.8% | +297.4% | -296.6% | -23.3% |
| 10Y | +146.7% | +950.9% | -804.3% | +62.1% |
| All | +146.7% | +890.7% | -744.0% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling